sTslsSplines {ivmte}

IV-like weighting function, TSLS specification

Description

IV-like weighting function for TSLS specification.

Usage

sTslsSplines(z, d, j, exz, pi)

Arguments

z

vector, the value of the instrument.

d

0 or 1, indicating treatment or control (redundant in this function; included to exploit apply()).

j

scalar, position of the component one is interested in constructing the IV-like weight for.

exz

matrix, corresponds to E[XZ'].

pi

matrix, corresponds to E[XZ']E[ZZ']^-1, the first stage regression.

Value

scalar.